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REBM // Global Portfolio

Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
7.6yr backtest

Performance Summary

Total Return+293.21%
Annualized Return+19.87%
Volatility+17.59%
Sharpe Ratio1.02
Max Drawdown+34.65%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio targeting US industrials, US tech, emerging market value, and European momentum equities for growth.
AssetTypeAllocationTER
2B7C.XETRA
iShares S&P 500 Industrials Sector UCITS ETFIE00B4LN9N13
ETF
35.0%0.15%
XLKS.LSE
Invesco US Technology Sector UCITS ETFIE00B3VSSL01
ETF
35.0%0.14%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
15.0%0.4%
MCEU.PA
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (C)LU1681041460
ETF
15.0%0.23%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €39,320.75
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 91 months (65%)
Monthly Returns Heatmap
Best month: +12.2% • Worst month: -10.6% • Best year: 2019 (+32.9%) • Worst year: 2022 (-12.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+3.7%-7.0%+12.2%+8.8%+3.0%-4.0%-----+19.0%
2025+2.9%-2.5%-7.6%-3.0%+9.1%+2.6%+5.9%-1.2%+3.8%+5.4%-2.2%+1.1%+14.1%
2024+3.5%+5.7%+4.2%-1.3%+1.9%+6.3%-0.5%-0.7%+2.5%+1.0%+6.9%-0.8%+32.4%
2023+4.5%+2.6%+1.3%-1.0%+4.8%+5.2%+2.5%-0.5%-2.7%-3.1%+7.2%+4.5%+27.7%
2022-5.3%-1.8%+4.4%-3.3%-3.6%-6.5%+10.3%-1.3%-7.5%+6.0%+1.4%-4.9%-12.9%
2021+0.3%+3.9%+7.1%+2.1%-0.3%+3.9%+1.2%+2.9%-2.8%+4.8%+1.6%+4.0%+32.4%
2020+1.6%-8.4%-10.6%+8.4%+3.0%+3.4%-0.2%+8.0%-0.3%-3.0%+9.2%+2.2%+11.7%
2019+5.7%+6.1%+2.2%+4.3%-5.8%+4.8%+4.7%-3.1%+3.6%+0.3%+5.3%+1.6%+32.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.65% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -17.4%.

Detailed Metrics

Returns
Total Return
+293.21%
Annualized Return
+19.87%
Avg Monthly Return
+1.62%
Risk
Volatility (Annual)
+17.59%
Max Drawdown
+34.65%
Positive Months
65%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
6.66
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
39,320.75
Backtest Period
2019-01-10 to 2026-07-31
7.6 years
Rebalancing
monthly
Base Currency
EUR
REBM // Global Portfolio | +19.9% CAGR | ETF Backtest